Suggest edit — logistic regression

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title: "logistic regression"
source: https://www.jemoka.com/posts/kbhlogistic_regression/
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Using Linear Regression to perform a classification task $y \in \qty {0,1}$ sounds kind of silly. We assume that $y$ follows a kind of Bernoulli distribution.
requirements \begin{align} h_{\theta}\qty(x) &amp;= g\qty(\theta^{T} x) \\ &amp;= \frac{1}{1+e^{-\theta^{T}x}} \end{align}
That is, we apply a sigmoid function to our linear regression output to perform classification. Such a sigmoid function has the following properties:
\begin{equation} p\qty(y=1|x;\theta) = h_{\theta}\qty(x) \end{equation}
\begin{equation} p\qty(y=0|x;\theta) = 1-h_{\theta}\qty(x) \end{equation}
\begin{equation} y \in \qty {0,1} \end{equation}
\begin{equation} p\qty(y|x; \theta) = h_{\theta} \qty(x)^{y} \qty(1-h_{\theta}\qty(x))^{1-y} \end{equation}
likelihood function To perform MLE to find best fit $\theta$, we can write:
\begin{align} L\qty(\theta) &amp;= \prod_{i=1}^{n} P\qty(y^{(i)} | x^{(i)}; \theta) \\ &amp;= \prod_{i=1}^{n} h_{\theta}\qty(x^{(i)})^{y(i)} \qty(1-h_{\theta}\qty(x^{(i)}))^{1-y^{(i)}} \end{align}
Taking the log of this expression to turn this into a sum:
\begin{equation} l\qty(\theta) = \sum_{i=1}^{n} y^{(i)} \log h\qty(x^{(i)}) + \qty(1-y^{(i)}) \log \qty(1-h_{\theta}\qty(x^{(i)})) \end{equation}
Consider now if we take the derivative of this and perform a close-form solution:
\begin{equation} \theta_{j} = \theta_{j} + \alpha \sum_{i=1}^{n} \qty(y^{(i)} - h_{\theta}\qty(x^{(i)})) x_{j}^{(i)} \end{equation}
additional information Probabilistic Motivation of logistic regression Naive Bayes acts to compute $P(Y|X)$ via the Bayes rule and using the Naive Bayes assumption. What if we can model the value of $P(Y|X)$ directly?
With $\sigma$ as the sigmoid function:
\begin{equation} P(Y=1|X=x) = \sigma (\theta^{\top}x) \end{equation}
and we tune the parameters of $\theta$ until this looks correct.
We always want to introduce a BIAS parameter, which acts as an offset; meaning the first $x$ should always be $1$, which makes the first value in $\theta$ as a &ldquo;bias&rdquo;.
For optimizing this function, we have:
\begin{equation} LL(\theta) = y \log \sigma(\theta^{\top} x) + (1-y) \log (1- \theta^{\top} x) \end{equation}
and if we took the derivative w.r.t. a particular parameter slot $\theta_{j}$:
\begin{equation} \pdv{LL(\theta)}{\theta_{j}} = \sum_{i=1}^{n} \qty[y^{(i)} - \sigma(\theta^{\top}x^{(i)})] x_{j}^{(i)} \end{equation}
logistic regression assumption We assume that there exists that there are some $\theta$ which, when multiplied to the input and squashed by th sigmoid function, can model our underlying probability distribution:
\begin{equation} \begin{cases} P(Y=1|X=x) = \sigma (\theta^{\top}x) \\ P(Y=0|X=x) = 1- \sigma (\theta^{\top}x) \\ \end{cases} \end{equation}
We then attempt to compute a set of $\theta$ which:
\begin{equation} \theta_{MLE} = \arg\max_{\theta} P(y^{(1)}, \dots, y^{(n)} | \theta, x_1 \dots x_{n}) \end{equation}
Log Likelihood of Logistic Regression To actually perform MLE for the $θ$s, we need to do parameter learning. Now, recall that we defined, though the logistic regression assumption:
\begin{equation} P(Y=1|X=x) = \sigma (\theta^{\top}x) \end{equation}
essentially, this is a Bernouli:
\begin{equation} (Y|X=x) \sim Bern(p=\sigma(\theta^{\top}x)) \end{equation}
We desire to maximize:
\begin{equation} P(Y=y | \theta, X=x) \end{equation}
Now, recall the continous PDF of Bernouli:
\begin{equation} P(Y=y) = p^{y} (1-p)^{1-y} \end{equation}
we now plug in our expression for $p$:
\begin{equation} P(Y=y|X=x) = \sigma(\theta^{\top}x)^{y} (1-\sigma(\theta^{\top}x))^{1-y} \end{equation}
for all $x,y$.
Logistic Regression, in general For some input, output pair, $(x,y)$, we map each input $x^{(i)}$ into a vector of length $n$ where $x^{(i)}_{1} &hellip; x^{(i)}_{n}$.
Training We are going to learn weights $w$ and $b$ using stochastic gradient descent; and measure our performance using cross-entropy loss
Test Given a test example $x$, we compute $p(y|x)$ for each $y$, returning the label with the highest probability.
Logistic Regression Text Classification Given a series of input/output pairs of text to labels, we want to assign a predicted class to a new input fair.
We represent each text in terms of features. Each feature $x_{i}$ comes with some weight $w_{i}$, informing us of the importance of feature $x_{i}$.
So: input is a vector $x_1 &hellip; x_{n}$, and some weights $w_1 &hellip; w_{n}$, which will eventually gives us an output.
There is usually also a bias term $b$. Eventually, classification gives:
\begin{equation} z = w \cdot x + b \end{equation}
However, this does not give a probability, which by default this does not. To fix this, we apply a squishing function $\sigma$, which gives
\begin{equation} \sigma(z) = \frac{1}{1+\exp(-z)} \end{equation}
which ultimately yields:
\begin{equation} z = \sigma(w \cdot x+ b) \end{equation}
with the sigmoid function.
To make this sum to $1$, we write:
\begin{equation} p(y=1|x) = \sigma(w \cdot x + b) \end{equation}
and
\begin{equation} p(y=0|x) = 1- p(y=1|x) \end{equation}
Also, recall that $\sigma(-x) = 1- \sigma(x)$, this gives:
\begin{equation} p(y=0|x) = \sigma(-w\cdot x-b) \end{equation}
the probability at which point we make a decision is called a decision boundary. Typically this is 0.5.
We can featurize by counts from a lexicon, by word counts, etc.
For instance:
logistic regression terms feature representation: each input $x$ is represented by a vectorized lit of feature classification function: $p(y|x)$, computing $y$ using the estimated class objective function: the loss to minimize (i.e. cross entropy) optimizer: SGD, etc. decision boundary: the threshold at which classification decisions are made, with $P(y=1|x) &gt; N$. binary cross entropy \begin{equation} \mathcal{L} = - \qty[y \log \sigmoid(w \cdot x + b) + (1-y) \log (1- \sigmoid(w \cdot x + b))] \end{equation}
or, for neural networks in general:
\begin{equation} \mathcal{L} = - \qty[y \log \hat{y} + (1-y) \log (1- \hat{y})] \end{equation}
Weight gradient for logistic regresison \begin{equation} \pdv{L_{CE}(\hat(y), y)}{w_{j}} = \qty[\sigma\qty(w \cdot x + b) -y] x_{j} \end{equation}
where $x_{j}$ is feature $j$.